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Explicit expressions to counterparty credit exposures for Forward and European Option 期刊论文
NORTH AMERICAN JOURNAL OF ECONOMICS AND FINANCE, 2020, 卷号: 52, 页码: 14
Authors:  Li, Shuang;  Peng, Cheng;  Bao, Ying;  Zhao, Yanlong
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Counterparty credit exposure  Explicit expressions  Forward  European Option  
Vanishing contact structure problem and convergence of the viscosity solutions 期刊论文
COMMUNICATIONS IN PARTIAL DIFFERENTIAL EQUATIONS, 2019, 卷号: 44, 期号: 9, 页码: 801-836
Authors:  Chen, Qinbo;  Cheng, Wei;  Ishii, Hitoshi;  Zhao, Kai
Favorite  |  View/Download:4/0  |  Submit date:2020/01/10
Hamilton-Jacobi equation  convergence  vanishing discount  vanishing contact structure  Weak KAM theory  Aubry-Mather theory  
Variable selection of high-dimensional non-parametric nonlinear systems by derivative averaging to avoid the curse of dimensionality 期刊论文
AUTOMATICA, 2019, 卷号: 101, 页码: 138-149
Authors:  Bai, Er-Wei;  Cheng, Changming;  Zhao, Wen-Xiao
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Variable selection  Nonlinear identification  Kernel  Non-parametric systems  
"Brain Connectivity Deviates by Sex and Hemisphere in the First Episode of Schizophrenia"A Route to the Genetic Basis of Language and Psychosis? 期刊论文
SCHIZOPHRENIA BULLETIN, 2019, 卷号: 45, 期号: 2, 页码: 484-494
Authors:  Wang, Qiang;  Zhang, Jie;  Liu, Zhaowen;  Crow, Tim J.;  Zhang, Kai;  Palaniyappan, Lena;  Li, Mingli;  Zhao, Liansheng;  Li, Xiaojing;  Deng, Wei;  Guo, Wanjun;  Ma, Xiaohong;  Cheng, Wei;  Ma, Liang;  Wan, Lin;  Lu, Guangming;  Liu, Zhening;  Wang, Jijun;  Feng, Jianfeng;  Li, Tao
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resting-state fMRI  whole-brain functional connectivity analysis  sex-effect  lateralization  language  PCDH11XY  sexual selection  
LFAQ: Toward Unbiased Label-Free Absolute Protein Quantification by Predicting Peptide Quantitative Factors 期刊论文
ANALYTICAL CHEMISTRY, 2019, 卷号: 91, 期号: 2, 页码: 1335-1343
Authors:  Chang, Cheng;  Gao, Zhiqiang;  Ying, Wantao;  Fu, Yan;  Zhao, Yan;  Wu, Songfeng;  Li, Mengjie;  Wang, Guibin;  Qian, Xiaohong;  Zhu, Yunping;  He, Fuchu
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基于择券和择时的国债期货定价 期刊论文
系统科学与数学, 2019, 卷号: 039, 期号: 003, 页码: 341
Authors:  李爽;  包莹;  彭程;  赵延龙
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Supply option contracts with spot market and demand information updating 期刊论文
EUROPEAN JOURNAL OF OPERATIONAL RESEARCH, 2018, 卷号: 266, 期号: 3, 页码: 1062-1071
Authors:  Zhao, Yingxue;  Choi, Tsan-Ming;  Cheng, T. C. E.;  Wang, Shouyang
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Supply chain management  Supply chain contract  Option contract  Spot market  Demand information updating  
Uncoupled PID Control of Coupled Multi-Agent Nonlinear Uncertain systems 期刊论文
JOURNAL OF SYSTEMS SCIENCE & COMPLEXITY, 2018, 卷号: 31, 期号: 1, 页码: 4-21
Authors:  Yuan, Shuo;  Zhao, Cheng;  Guo, Lei
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Coupled multi-agent system  global stability  Lipschitz condition  nonlinear uncertain dynamics  PID controller.  
Supply option contracts with spot market and demand information updating 期刊论文
EUROPEAN JOURNAL OF OPERATIONAL RESEARCH, 2018, 卷号: 266, 期号: 3, 页码: 1062
Authors:  Zhao, Yingxue;  Choi, Tsan-Ming;  Cheng, T. C. E.;  Wang, Shouyang
Favorite  |  View/Download:3/0  |  Submit date:2019/12/31
Uncoupled PID Control of Coupled Multi-Agent Nonlinear Uncertain systems 期刊论文
JOURNAL OF SYSTEMS SCIENCE & COMPLEXITY, 2018, 卷号: 31, 期号: 1, 页码: 4
Authors:  Yuan, Shuo;  Zhao, Cheng;  Guo, Lei
Favorite  |  View/Download:2/0  |  Submit date:2019/12/31